In this part of function _prepareCollection() we see, that magento is looking for predefined filters value. We create encoded string which will be processed by function prepareFilterString(…) from adminhtl helper. Function from helper decodes string and returns params to set the filter collection.

Create observer which will observe the event before displaying Sales Order Grid which sets encoded default filters in Magento Request (event controller_action_predispatch_adminhtml_sales_order_index is the best event to add param to request)Register event observer in config.xml

CREATE OBSERVER CLASS

Light4website_PreparedGridFilter_Model_Adminhtml_Sales_Order_Observer in file: app/code/local/Light4website/PreparedGridFilter/Model/Adminhtml/Sales/Order/Observer.php with method which will be set default encoded filter